I am moving from siteground.com to VPS hostmysite.com I want to find out a DNS to point to hostmysite, is a dns "a regular one" or each domains have diffrent DNS?

You can find all the DNS information you need here: http://www.hostmysite.com/support/dns/

When you are all setup on HostMySite, have them add your domains to your control panel so you can manage each domains DNS records. You'll then want to change your "A" record to point to one of the IP address's of your VPS.

You'll also need to change the name servers on your existing domains so they point to HostMySite.

You can get the name server addresses here: http://www.hostmysite.com/support/dns/nameservers/

Be sure you contact HMS before doing so, so they can add your domains accordingly.

Hope this helps